+206.3%
AGI vs HBM
+460.9%
-254.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.5% | +4.2% | 0.0% |
| 7D | -5.3% | -3.7% | -1.5% | -3.9% |
| 30D | +6.8% | -3.7% | +10.4% | +8.3% |
| 3M | +8.3% | +8.0% | +0.3% | +3.8% |
| 6M | -29.2% | +15.8% | -45.0% | -34.4% |
| YTD | -7.3% | +34.4% | -41.6% | -17.8% |
| 1Y | +8.0% | +98.2% | -90.1% | -15.4% |
| All | +206.3% | +460.9% | -254.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling